+652.1%
NSC vs CPAY
+1,565.5%
-913.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -5.5% | +2.1% | -7.6% | -6.3% |
| 30D | -3.2% | +5.5% | -8.7% | -5.3% |
| 3M | +7.7% | +16.6% | -8.9% | +1.1% |
| 6M | +4.5% | +26.7% | -22.1% | -5.8% |
| YTD | +15.6% | +38.4% | -22.8% | -0.5% |
| 1Y | +19.8% | +30.1% | -10.3% | +5.1% |
| 3Y | +70.1% | +52.6% | +17.5% | +37.0% |
| 5Y | +46.1% | +59.0% | -12.8% | +12.6% |
| 10Y | +328.1% | +148.4% | +179.7% | +169.9% |
| All | +652.1% | +1,565.5% | -913.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling